V-Lab: Wereldhave NV ILLIQ-MFMEM Liquidity Analysis

V-Lab

Wereldhave NV ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:5,698.96 (391.14)

Analysis last updated: Sunday, May 18, 2025 at 03:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1270	0.31
$β$	0.7509	13.89
$γ$	0.1108	0.14
$λ_{1}$	10.0000	0.43
$λ_{2}$	0.0865	0.44
$λ_{3}$	0.9135	10.55

Estimation Period:
Jan 1, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts